Financial Calculus (MATH4091)
Information valid for Semester 1, 2025
Course level
Undergraduate
Faculty
School
Mathematics & Physics School
Units
2
Duration
One Semester
Attendance mode
In Person
Class hours
Lecture 3 Hours/ Week
Practical 1 Hour/ Week
3L1P
Incompatible
MATH7091 (co-taught, last offered 2022)
Prerequisite
STAT3004
Recommended prerequisite
MATH3090 or MATH7039
Assessment methods
Assignments, examination
Course enquiries
Doctor Kazutoshi Yamazaki (Semester 1, Regular, St Lucia, In person)
Dr Kazutoshi Yamazaki
Current course offerings
| Course offerings | Location | Mode | Course Profile |
| Semester 1, 2025 (24/02/2025 - 21/06/2025) | St Lucia | In Person | Course Profile |
Please Note: Course profiles marked as not available may still be in development.
Course description
Topics from financial calculus including financial derivatives & arbitrage, asset prices, price dynamics, continuous-time hedging, Brownian motion, Martingales, stochastic integration, solving stochastic differential equations & stochastic control.
